+164.9%
ASML vs NET
+339.9%
-175.0%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -2.0% | +6.1% | +4.6% |
| 7D | +1.1% | -7.0% | +8.1% | +2.5% |
| 30D | +2.2% | -4.8% | +7.0% | +2.8% |
| 3M | -2.3% | +3.8% | -6.1% | -3.7% |
| 6M | +23.0% | +50.0% | -27.1% | +7.7% |
| YTD | +61.1% | +41.5% | +19.6% | +41.8% |
| 1Y | +129.1% | +32.8% | +96.3% | +104.2% |
| All | +164.9% | +339.9% | -175.0% | +60.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NET.
Daily Out/Under-Performance
Portfolio return minus NET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NET return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded NET wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling